The El Pueblo Museum is the one I know the best. It's features local history of most of southern Colorado, including Trinidad, La Junta, Walsenburg, etc. They have exhibits for the Native American tribes that lived in the area, and nearly every other nationality that settled in southern Colorado. They also have "traveling" exhibits, which are changed out every month or so. Most recently, El Pueblo featured a series of photographs by Otis Aultman, a fascinating photographer who took portraits of prominent Pueblo families, women, children, and coal miners. I'd recommend looking into his work if you're at all interested in Colorado families - they're very interesting.
